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### Idea Contribution
- [X] I have read all the feature request issues.
- [X] I'm interested in working on this issue
- [X] I'm part of GSSOC organization
### Explain feature request
Adding proper …
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This came from : https://github.com/stan-dev/stan/wiki/Stan-Best-Practices/
It should be included in the user's guide in some form merged with what's there now about Stan progams as software.
On…
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Hi, firstly apologies because I hate to create issues, but I cant seem to fix this error by myself. I'm a bit of a noob.
It seems to finish loading and display the graphical info on training stats …
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Dear Dr. Matthew J. Johnson,
I am very interested in your work, especially time series models. Hopefully you can find some time to help me with this issue.
This repository refers to the paper ht…
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Performing T-tests to Compare Autocorrelated Time Series Data Collected from Direct-Reading Instruments
Patrick O’Shaughnessy & Joseph E. Cavanaugh
A unified view of linear AR(1) models
G.K. Grun…
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# What has been done:
- ML course - Week 6 ✔️
- Abstract for CORS/INFORMS ✔️
- Abstractfir EURO 2022 ✔️
- Researchfish submission ✔️
- Paper changes:
- Change in vocabulary
- Investi…
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Hello,
I used chromstaR package in our lab. It was easy to use but I need a bit of your help to understand the computational aspect of it. I sincerely thank you for your time.
![image](https://…
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Dear Dimple developers, is it possible to model hidden semi markov model with Dimple? Best Regards, Gabriele.
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Below are a couple of capabilities that _could be added or extended_ to the ast-matcher that will be useful for testing. The capabilities can be used to perform ast/ir DAG analysis and optimization. T…
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It would be neat if this library was able to optimize sparse transitions (e.g. if there are O(# states) transitions) - currently Viterbi takes O((#states)^2) time regardless of whether a number of tra…